+141.7%
AIRT vs SPY
+322.5%
-180.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.3% | +4.6% |
| 7D | -3.3% | -0.8% | -2.6% | -2.9% |
| 30D | +13.7% | -1.1% | +14.7% | +14.4% |
| 3M | +39.5% | +3.9% | +35.6% | +36.5% |
| 6M | +37.1% | +13.6% | +23.5% | +27.6% |
| YTD | +60.7% | +12.7% | +48.0% | +50.0% |
| 1Y | +22.3% | +17.5% | +4.8% | +11.4% |
| 3Y | +30.1% | +76.9% | -46.8% | -9.5% |
| 5Y | -20.9% | +83.6% | -104.4% | -46.6% |
| All | +141.7% | +322.5% | -180.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling